Sprocket

Grind or file a flat onto the shaft for the grub to engage in and secure with some loctite.

Thanks for the advice Gary

No bother. Just realized I should have said thread lock to secure the grub in place.

If you have the time and the patience then you can use a set of needle files and a regular file and make a keyway and flat and press a key in the gap.

I'll give that a go, what size screw would be best? I can get up to m8 from technobots